+40.1%
PNR vs TW
+209.8%
-169.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -5.5% | -2.7% | -2.8% | -4.7% |
| 30D | -15.6% | -1.7% | -13.8% | -15.2% |
| 3M | -20.2% | +1.6% | -21.8% | -21.1% |
| 6M | -36.6% | -17.7% | -18.9% | -33.3% |
| YTD | -45.0% | -4.3% | -40.6% | -45.1% |
| 1Y | -47.4% | -13.1% | -34.3% | -45.9% |
| 3Y | -13.7% | +20.3% | -34.0% | -23.3% |
| 5Y | -20.8% | +22.0% | -42.8% | -31.5% |
| All | +40.1% | +209.8% | -169.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling